论文成果
非利息收入对中国商业银行风险的影响研究——基于面板门限回归模型的实证分析
- 点击次数：
- 发表时间：2018-01-01
- 发表刊物：大连理工大学学报 社会科学版
- 所属单位：经济管理学院
- 文献类型：J
- 卷号：39
- 期号：2
- 页面范围：12-18
- ISSN号：1008-407X
- 摘要：Based on the annual panel data of 65 Chinese commercial banks from 2008 to 2013,this paper establi-shes a panel threshold regression model to explore the impact of non-interest income on the risk of Chinese com-mercial banks.Empirical results show that there exist two thresholds,i.e.8517.088 million and 64397.482 milion,depending on the size of each bank's assets.T he sample of banks could be divided into three catego-ries:large,medium and small.For large banks,expansion of non-interest business can effectively reduce the risk of banks;for medium-sized banks and small banks,expansion of non-interest business will increase the risk of banks.Compared with small banks,there is a relatively less negative effect on medium-sized banks, thus the negative impact of non-interest income on the risk of Chinese commercial banks gradually declines as the bank scale increases.
- 备注：新增回溯数据
